Typically one should scale training data and then test data using the values
gotten when scaling training data.
When performing grid search, shouldn't scaling occur every time (k-1) folds are
selected as training data, and apply that to the k-th fold? So, in practice,
everytime the training/test data change while performing gridsearch, scaling
will be re-done as well.
However, my understanding is that gridsearch does not do that in the process.
Can someone comment on this?
Thank you,
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